Anic Equity¶

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Total return since start: 0.613 %¶

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Equity now: -----------------------------> 49277.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43344.02 Kr¶

PnL: ---------------------------------------> -1531.56 Kr¶

DD now: ---------------------------------> -7.234 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:08:20.795974'

Anic Portfolio¶

Today¶

Return: 0.119 %¶

This Week¶

Return: -2.904 %¶

Total portfolio value¶

Return including deposits: 61.323 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.830000 1519.460000 96.460000 6.780000 1423.000014
JM 7 3.080000 959.700000 9.700000 1.020000 950.000002
Hennes & Mauritz B 6 0.470000 921.240000 9.240000 1.010000 912.000000
Nederman Holding 1 0.490000 207.000000 8.000000 4.020000 199.000000
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
Eastnine 6 -1.650000 644.400000 -12.600000 -1.920000 657.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
OX2 12 0.270000 893.400000 -15.600000 -1.720000 909.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
Bufab 3 -0.340000 1054.800000 -21.200000 -1.970000 1076.000001
Creaspac SPAC 40 -0.160000 3810.000000 -24.000000 -0.630000 3834.000000
Vitec Software Group B 2 -0.190000 1074.000000 -30.000000 -2.720000 1104.000000
Investor B 3 -0.240000 627.300000 -30.700000 -4.670000 657.999999
AcadeMedia 20 -1.950000 947.200000 -30.800000 -3.150000 978.000000
Alimak Group 12 -0.730000 975.600000 -31.400000 -3.120000 1007.000004
Vitrolife 3 -2.100000 644.400000 -32.600000 -4.820000 677.000001
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Hexatronic Group 15 -0.430000 1036.800000 -34.200000 -3.190000 1071.000000
Latour B 4 -1.010000 821.200000 -34.800000 -4.070000 856.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
EQT 4 0.770000 834.000000 -39.000000 -4.470000 873.000000
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Gränges 10 -1.910000 999.500000 -39.500000 -3.800000 1039.000000
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
Byggmax Group 33 -0.850000 926.640000 -40.360000 -4.170000 966.999990
SKF B 5 -0.560000 939.250000 -40.750000 -4.160000 980.000000
Catena 2 0.160000 764.000000 -42.000000 -5.210000 806.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -1.250000 1950.750000 -95.250000 -4.660000 2045.999980
Hexagon B 26 -1.440000 3290.300000 -129.700000 -3.790000 3420.000012
VEF 788 -0.710000 1755.660000 -147.340000 -7.740000 1903.000300
Sedana Medical 93 0.730000 2579.820000 -403.760000 -13.530000 2983.577733
TOTAL 43344.020000 -1531.560000 -7.23365% 44875.578016

Updated:¶

'2023-06-22 15:08:37.282886'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶